GitHub - anthonyli01/Advanced-Simulation-Methods: This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.

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Advanced-Simulation-Methods

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This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.

acceptance-rejection antithetic-variates control-variates derivatives-pricing euler-schemes inverse-transform-method milstein monte-carlo stratified-sampling variance-reduction von-neumann

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Name		Name	Last commit message	Last commit date
.gitignore		.gitignore
Advanced Simulation Methods.ipynb		Advanced Simulation Methods.ipynb
Advanced Simulation Methods.pdf		Advanced Simulation Methods.pdf
poetry.lock		poetry.lock
pyproject.toml		pyproject.toml

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acceptance-rejection antithetic-variates control-variates derivatives-pricing euler-schemes inverse-transform-method milstein monte-carlo stratified-sampling variance-reduction von-neumann

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3 stars

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